Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predictive Regressions Using the Restricted Likelihood-Reference-Cited by-同舟云学术

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Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predictive Regressions Using the Restricted Likelihood

Published:2008 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Chen Willa W.,Deo Rohit

Publisher

Elsevier BV

Reference47 articles.

1. Predictive Regressions: A Reduced-Bias Estimation Method;Y Amihud;Journal of Financial and Quantitative Analysis,2004

2. Predicting Returns with Managerial Decision Variables: Is there a Small Sample Bias?;M Baker;Journal of Finance, LXI,2006

3. On the Level-Error after Bartlett Adjustment of the Likelihood Ratio Statistic;O E Barndorff-Nielsen;Biometrika,1988

4. Properties of Sufficiency and Statistical Tests;M Bartlett;Proc. Roy. Soc. Ser. A,1937

5. Approximate Confidence Intervals III. More than One Unknown Parameter;M Bartlett;Biometrika,1953

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